Description

This analysis provides a forecast of DIA prices using a Seasonal ARIMA model with Box-Cox transformation. The forecast includes different scenarios:

The confidence levels used are 68%, 95%, and 99.7%, which means there is a corresponding probability that the actual price will fall within the Bear and Bull case range for each confidence level.

The purpose of this model is to help investors understand potential future price movements and make informed decisions based on different market scenarios.

Bear_0.997 Bear_0.95 Bear_0.68 Base Bull_0.68 Bull_0.95 Bull_0.997
2025-06-22 0.284335 0.308658 0.334949 0.365628 0.400633 0.439556 0.486429
2025-06-29 0.250856 0.281959 0.317396 0.361205 0.414539 0.478213 0.561314
2025-07-06 0.224240 0.258296 0.298587 0.350563 0.417054 0.501045 0.618241
2025-07-13 0.211036 0.248407 0.294134 0.355474 0.437698 0.547447 0.711364
2025-07-20 0.200208 0.239991 0.290082 0.359598 0.456753 0.593180 0.810673
2025-07-27 0.188925 0.229803 0.282480 0.357668 0.466522 0.626270 0.896376
2025-08-03 0.180554 0.222595 0.277948 0.359075 0.480580 0.666825 1.001261
2025-08-10 0.169182 0.210546 0.265838 0.348420 0.475189 0.675883 1.053255
2025-08-17 0.158515 0.198783 0.253282 0.335957 0.465510 0.676325 1.088991
2025-08-24 0.152580 0.193134 0.248857 0.335039 0.473624 0.707208 1.189263
2025-08-31 0.150284 0.192344 0.251192 0.344358 0.499017 0.771479 1.373876
2025-09-07 0.145796 0.188172 0.248288 0.345195 0.510133 0.811217 1.516267
2025-09-14 0.140504 0.182728 0.243385 0.342805 0.516009 0.843067 1.653507
2025-09-21 0.135699 0.177748 0.238879 0.340677 0.522076 0.876243 1.805997
2025-09-28 0.129572 0.170553 0.230618 0.331741 0.514792 0.880738 1.882682
2025-10-05 0.127223 0.168829 0.230644 0.336654 0.533778 0.944415 2.157176
2025-10-12 0.124815 0.166883 0.230183 0.340640 0.551365 1.008339 2.466421
2025-10-19 0.121313 0.163121 0.226635 0.338939 0.557472 1.046627 2.709625
2025-10-26 0.118684 0.160576 0.224887 0.340276 0.569839 1.102583 3.055474
2025-11-02 0.113912 0.154549 0.217230 0.330444 0.557978 1.094975 3.136068
2025-11-09 0.109051 0.148238 0.208880 0.318916 0.541632 1.073493 3.148039
2025-11-16 0.106584 0.145576 0.206409 0.318068 0.548127 1.114292 3.477367
2025-11-23 0.106085 0.145962 0.208963 0.326698 0.576203 1.220829 4.240773